Anic Equity¶

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Total return since start: 0.66 %¶

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Equity now: -----------------------------> 50703.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: -0.101 %¶

This Week¶

Return: -0.101 %¶

Total portfolio value¶

Return including deposits: 65.979 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
OX2 12 -2.630000 910.800000 4.200000 0.460000 906.600000
Atrium Ljungberg B 5 -0.610000 903.000000 1.500000 0.170000 901.500000
Latour B 4 -2.910000 855.200000 1.200000 0.140000 854.000000
Gränges 10 4.220000 1037.000000 1.000000 0.100000 1036.000000
Sagax B 4 -2.040000 884.000000 0.800000 0.090000 883.200000
EQT 4 -1.580000 871.600000 0.800000 0.090000 870.800000
JM 7 -1.380000 948.500000 0.700000 0.070000 947.800000
Hexatronic Group 15 1.630000 1068.000000 0.300000 0.030000 1067.700000
Creaspac SPAC 40 -0.100000 3824.000000 0.000000 0.000000 3824.000000
Sandvik 4 -1.490000 845.600000 0.000000 0.000000 845.600000
Byggmax Group 33 -1.550000 964.920000 0.000000 0.000000 964.920000
Hexagon B 26 -1.200000 3411.200000 0.000000 0.000000 3411.200000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
BioGaia B 8 -1.660000 902.400000 0.000000 0.000000 902.400000
VEF 788 -0.330000 1897.500000 0.000000 0.000000 1897.504000
Vitec Software Group B 2 -2.220000 1101.000000 0.000000 0.000000 1101.000000
Platzer Fastigheter Holding B 12 -1.370000 949.200000 0.000000 0.000000 949.200000
Addnode Group B 7 -2.570000 902.300000 -0.700000 -0.080000 903.000000
Orrön Energy 170 -3.270000 2038.300000 -2.550000 -0.120000 2040.850000
Catena 2 -0.150000 800.800000 -2.800000 -0.350000 803.600000
Alimak Group 12 -0.480000 1000.800000 -3.600000 -0.360000 1004.400000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Volati 5 -0.880000 565.000000 -9.000000 -1.570000 574.000000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
Investor B 3 -1.240000 646.650000 -11.350000 -1.720000 657.999999
BHG Group 109 -6.250000 1406.100000 -13.080000 -0.920000 1419.180000
Xvivo Perfusion 3 -3.330000 828.000000 -17.000000 -2.010000 845.000001
Balco Group 39 -0.740000 1831.050000 -43.950000 -2.340000 1874.999997
Sedana Medical 93 -3.440000 2609.580000 -374.000000 -12.540000 2983.577733
TOTAL 41596.500000 -443.030000 -4.5562% 42039.531730

Updated:¶

'2023-06-19 10:39:31.262753'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶